>Here is what we got when we tried your query
>
>Server: Msg 7399, Level 16, State 1, Line 1
>OLE DB provider 'VFPOLEDB' reported an error.
>[OLE/DB provider returned message: Unspecified error]
>OLE DB error trace [OLE/DB Provider 'VFPOLEDB' IColumnsInfo::GetColumnsInfo returned 0x80004005: ].
>
>
>The DBC is in the root of the drive and the .dbf is in a subfolder of that same drive. We believe this is the problem.

I don't know what might be your exact problem. It works for me. Just tried this to be sure:

SELECT * FROM OPENQUERY(VFP_LINK,'select * from (''D:\MyFolderName\MyFolder\myTable.dbf'')')

and VFP_Link linked server's creation script:

EXEC master.dbo.sp_addlinkedserver 
@server = N'VFP_LINK', 
@srvproduct=N'Benim foxpro baglantim', 
@provider=N'VFPOLEDB', 
@datasrc=N'C:\Program Files\Microsoft Visual FoxPro 9\Samples\Northwind\Northwind.dbc'

The error message code makes me think it is a security issue. Doesn't 0x80004005 mean access denied?

Cetin